Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (Q2079152): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems |
scientific article |
Statements
Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (English)
0 references
4 March 2022
0 references
stochastic systems
0 references
optimal control
0 references
stochastic algebraic Riccati equation
0 references
Newton's method
0 references
